| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 26153.477463 |
| Total Return [%] | 161.534775 |
| Max Gross Exposure [%] | 126.694025 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 17.346725 |
| Max Drawdown Duration | 90 days 00:00:00 |
| Profit Factor | 3.862787 |
| Expectancy | 29.71446 |
| Sharpe Ratio | 2.069993 |
| Calmar Ratio | 6.192128 |
| Omega Ratio | 1.414858 |
| Sortino Ratio | 3.485514 |
| Skew | 0.606956 |
| Kurtosis | 5.728011 |
| Tail Ratio | 1.393511 |
| Common Sense Ratio | 2.890325 |
| Value at Risk | -0.025824 |
| Alpha | 1.425429 |
| Beta | -0.233239 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, SW) | 324.629805 | 2023-10-13 | 30.262492 | 0.0 | 2023-10-30 | 29.091224 | 0.0 | 380.228467 | 0.038704 | Short | Closed |
| 1 | 1 | (entries/exits, SW) | 329.033661 | 2023-10-30 | 29.495712 | 0.0 | 2024-04-01 | 43.310358 | 0.0 | 4545.483279 | 0.468361 | Long | Closed |
| 2 | 2 | (entries/exits, SW) | 291.638796 | 2024-04-01 | 44.661156 | 0.0 | 2024-04-03 | 42.974953 | 0.0 | 491.762357 | 0.037755 | Short | Closed |
| 3 | 3 | (entries/exits, SW) | 304.971205 | 2024-04-03 | 42.960355 | 0.0 | 2024-06-03 | 47.755224 | 0.0 | 1462.296815 | 0.111611 | Long | Closed |
| 4 | 4 | (entries/exits, SW) | 405.517348 | 2024-06-03 | 46.852219 | 0.0 | 2024-07-16 | 46.799264 | 0.0 | 21.474353 | 0.001130 | Short | Closed |
| 5 | 5 | (entries/exits, SW) | 291.719589 | 2024-07-16 | 47.272556 | 0.0 | 2024-07-24 | 46.913048 | 0.0 | -104.875709 | -0.007605 | Long | Closed |
| 6 | 6 | (entries/exits, SW) | 469.997667 | 2024-07-24 | 44.715724 | 0.0 | 2024-08-22 | 42.013785 | 0.0 | 1269.904999 | 0.060425 | Short | Closed |
| 7 | 7 | (entries/exits, SW) | 372.163202 | 2024-08-22 | 42.471770 | 0.0 | 2024-10-31 | 49.411917 | 0.0 | 2582.867242 | 0.163406 | Long | Closed |
| 8 | 8 | (entries/exits, SW) | 335.268343 | 2024-10-31 | 49.821133 | 0.0 | 2024-11-06 | 51.462918 | 0.0 | -550.438581 | -0.032954 | Short | Closed |
| 9 | 9 | (entries/exits, SW) | 328.360702 | 2024-11-06 | 51.473045 | 0.0 | 2024-12-18 | 50.441569 | 0.0 | -338.696001 | -0.020039 | Long | Closed |
| 10 | 10 | (entries/exits, SW) | 372.383893 | 2024-12-18 | 50.451782 | 0.0 | 2025-01-14 | 51.597288 | 0.0 | -426.567769 | -0.022705 | Short | Closed |
| 11 | 11 | (entries/exits, SW) | 315.095438 | 2025-01-14 | 51.530893 | 0.0 | 2025-02-12 | 49.656701 | 0.0 | -590.549155 | -0.036370 | Long | Closed |
| 12 | 12 | (entries/exits, SW) | 511.346790 | 2025-02-12 | 48.409271 | 0.0 | 2025-03-17 | 45.620346 | 0.0 | 1426.108348 | 0.057611 | Short | Closed |
| 13 | 13 | (entries/exits, SW) | 383.459022 | 2025-03-17 | 44.368344 | 0.0 | 2025-04-03 | 41.982030 | 0.0 | -915.053886 | -0.053784 | Long | Closed |
| 14 | 14 | (entries/exits, SW) | 523.180684 | 2025-04-03 | 41.166606 | 0.0 | 2025-04-24 | 41.586230 | 0.0 | -219.539368 | -0.010193 | Short | Closed |
| 15 | 15 | (entries/exits, SW) | 418.437158 | 2025-04-24 | 41.741007 | 0.0 | 2025-07-24 | 47.162926 | 0.0 | 2268.732525 | 0.129894 | Long | Closed |
| 16 | 16 | (entries/exits, SW) | 517.594896 | 2025-07-24 | 46.513638 | 0.0 | 2025-08-20 | 42.326415 | 0.0 | 2167.285383 | 0.090021 | Short | Closed |
| 17 | 17 | (entries/exits, SW) | 467.933466 | 2025-08-20 | 41.970466 | 0.0 | 2025-09-03 | 46.918064 | 0.0 | 2315.146784 | 0.117883 | Long | Closed |
| 18 | 18 | (entries/exits, SW) | 502.812074 | 2025-09-03 | 46.841494 | 0.0 | 2025-09-11 | 45.675324 | 0.0 | 586.364517 | 0.024896 | Short | Open |
| 19 | 19 | (entries/exits stock two, WAB) | 17.056848 | 2023-10-13 | 101.334437 | 0.0 | 2023-10-30 | 104.361528 | 0.0 | 51.632639 | 0.029872 | Long | Closed |
| 20 | 20 | (entries/exits stock two, WAB) | 27.255408 | 2023-10-30 | 113.969554 | 0.0 | 2024-04-01 | 136.099066 | 0.0 | -603.148883 | -0.194170 | Short | Closed |
| 21 | 21 | (entries/exits stock two, WAB) | 16.218694 | 2024-04-01 | 143.833678 | 0.0 | 2024-04-03 | 147.120651 | 0.0 | 53.310407 | 0.022853 | Long | Closed |
| 22 | 22 | (entries/exits stock two, WAB) | 21.405025 | 2024-04-03 | 149.930649 | 0.0 | 2024-06-03 | 162.608122 | 0.0 | -271.361632 | -0.084556 | Short | Closed |
| 23 | 23 | (entries/exits stock two, WAB) | 19.404382 | 2024-06-03 | 163.712350 | 0.0 | 2024-07-16 | 166.311919 | 0.0 | 50.443034 | 0.015879 | Long | Closed |
| 24 | 24 | (entries/exits stock two, WAB) | 15.657604 | 2024-07-16 | 167.592465 | 0.0 | 2024-07-24 | 156.552277 | 0.0 | 172.862887 | 0.065875 | Short | Closed |
| 25 | 25 | (entries/exits stock two, WAB) | 21.190631 | 2024-07-24 | 155.883025 | 0.0 | 2024-08-22 | 161.404054 | 0.0 | 116.994090 | 0.035418 | Long | Closed |
| 26 | 26 | (entries/exits stock two, WAB) | 22.334607 | 2024-08-22 | 166.496833 | 0.0 | 2024-10-31 | 184.837979 | 0.0 | -409.642288 | -0.110159 | Short | Closed |
| 27 | 27 | (entries/exits stock two, WAB) | 16.815006 | 2024-10-31 | 187.064278 | 0.0 | 2024-11-06 | 199.138350 | 0.0 | 203.025583 | 0.064545 | Long | Closed |
| 28 | 28 | (entries/exits stock two, WAB) | 18.448755 | 2024-11-06 | 198.904352 | 0.0 | 2024-12-18 | 191.072913 | 0.0 | 144.480296 | 0.039373 | Short | Closed |
| 29 | 29 | (entries/exits stock two, WAB) | 17.763248 | 2024-12-18 | 189.514105 | 0.0 | 2025-01-14 | 196.745282 | 0.0 | 128.449191 | 0.038156 | Long | Closed |
| 30 | 30 | (entries/exits stock two, WAB) | 16.260531 | 2025-01-14 | 197.879184 | 0.0 | 2025-02-12 | 190.396484 | 0.0 | 121.672671 | 0.037814 | Short | Closed |
| 31 | 31 | (entries/exits stock two, WAB) | 22.225094 | 2025-02-12 | 185.958583 | 0.0 | 2025-03-17 | 182.394698 | 0.0 | -79.207680 | -0.019165 | Long | Closed |
| 32 | 32 | (entries/exits stock two, WAB) | 18.290005 | 2025-03-17 | 181.552615 | 0.0 | 2025-04-03 | 173.707510 | 0.0 | 143.487018 | 0.043211 | Short | Closed |
| 33 | 33 | (entries/exits stock two, WAB) | 22.969267 | 2025-04-03 | 170.944237 | 0.0 | 2025-04-24 | 182.269023 | 0.0 | 260.122033 | 0.066248 | Long | Closed |
| 34 | 34 | (entries/exits stock two, WAB) | 20.520869 | 2025-04-24 | 188.754995 | 0.0 | 2025-07-24 | 200.315262 | 0.0 | -237.226727 | -0.061245 | Short | Closed |
| 35 | 35 | (entries/exits stock two, WAB) | 20.674407 | 2025-07-24 | 198.459640 | 0.0 | 2025-08-20 | 192.686843 | 0.0 | -119.349135 | -0.029088 | Long | Closed |
| 36 | 36 | (entries/exits stock two, WAB) | 21.316656 | 2025-08-20 | 192.883365 | 0.0 | 2025-09-03 | 191.315608 | 0.0 | 33.419325 | 0.008128 | Short | Closed |
| 37 | 37 | (entries/exits stock two, WAB) | 22.112391 | 2025-09-03 | 191.214514 | 0.0 | 2025-09-11 | 192.190439 | 0.0 | 21.580031 | 0.005104 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 25274.49791 |
| Total Return [%] | 152.744979 |
| Max Gross Exposure [%] | 125.774424 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 17.873715 |
| Max Drawdown Duration | 98 days 00:00:00 |
| Profit Factor | 3.272837 |
| Expectancy | 28.767669 |
| Sharpe Ratio | 1.885598 |
| Calmar Ratio | 5.712393 |
| Omega Ratio | 1.398222 |
| Sortino Ratio | 3.140311 |
| Skew | 0.595538 |
| Kurtosis | 5.317907 |
| Tail Ratio | 1.398152 |
| Common Sense Ratio | 2.825689 |
| Value at Risk | -0.027835 |
| Alpha | 1.369261 |
| Beta | -0.328917 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, SW) | 275.822930 | 2023-05-23 | 35.330898 | 0.0 | 2023-06-07 | 34.913170 | 0.0 | 115.218838 | 0.011823 | Short | Closed |
| 1 | 1 | (entries/exits, SW) | 259.378756 | 2023-06-07 | 34.843545 | 0.0 | 2023-07-26 | 36.404308 | 0.0 | 404.828754 | 0.044793 | Long | Closed |
| 2 | 2 | (entries/exits, SW) | 244.368799 | 2023-07-26 | 36.588448 | 0.0 | 2023-07-27 | 36.588448 | 0.0 | 0.000000 | 0.000000 | Short | Closed |
| 3 | 3 | (entries/exits, SW) | 247.429341 | 2023-07-27 | 36.596568 | 0.0 | 2023-08-15 | 37.383265 | 0.0 | 194.651933 | 0.021496 | Long | Closed |
| 4 | 4 | (entries/exits, SW) | 413.364077 | 2023-08-15 | 35.925235 | 0.0 | 2023-09-25 | 31.068215 | 0.0 | 2007.717627 | 0.135198 | Short | Closed |
| 5 | 5 | (entries/exits, SW) | 371.790520 | 2023-09-25 | 29.573369 | 0.0 | 2023-10-05 | 30.200985 | 0.0 | 233.342000 | 0.021222 | Long | Closed |
| 6 | 6 | (entries/exits, SW) | 438.058574 | 2023-10-05 | 30.042171 | 0.0 | 2023-10-30 | 29.123446 | 0.0 | 402.455557 | 0.030581 | Short | Closed |
| 7 | 7 | (entries/exits, SW) | 429.745031 | 2023-10-30 | 29.451140 | 0.0 | 2024-04-01 | 43.448535 | 0.0 | 6015.310981 | 0.475275 | Long | Closed |
| 8 | 8 | (entries/exits, SW) | 388.743323 | 2024-04-01 | 44.660265 | 0.0 | 2024-04-03 | 42.974953 | 0.0 | 655.153846 | 0.037736 | Short | Closed |
| 9 | 9 | (entries/exits, SW) | 404.672459 | 2024-04-03 | 42.961923 | 0.0 | 2024-06-03 | 47.785124 | 0.0 | 1951.816599 | 0.112267 | Long | Closed |
| 10 | 10 | (entries/exits, SW) | 543.888382 | 2024-06-03 | 46.843938 | 0.0 | 2024-07-16 | 46.795715 | 0.0 | 26.227829 | 0.001029 | Short | Closed |
| 11 | 11 | (entries/exits, SW) | 389.519567 | 2024-07-16 | 47.275759 | 0.0 | 2024-07-24 | 46.913717 | 0.0 | -141.022627 | -0.007658 | Long | Closed |
| 12 | 12 | (entries/exits, SW) | 630.492716 | 2024-07-24 | 44.696630 | 0.0 | 2024-08-22 | 42.008743 | 0.0 | 1694.692938 | 0.060136 | Short | Closed |
| 13 | 13 | (entries/exits, SW) | 494.350218 | 2024-08-22 | 42.461220 | 0.0 | 2024-10-31 | 49.451830 | 0.0 | 3455.809343 | 0.164635 | Long | Closed |
| 14 | 14 | (entries/exits, SW) | 450.056042 | 2024-10-31 | 49.821017 | 0.0 | 2024-11-06 | 51.462540 | 0.0 | -738.777413 | -0.032948 | Short | Closed |
| 15 | 15 | (entries/exits, SW) | 438.782850 | 2024-11-06 | 51.473289 | 0.0 | 2024-12-18 | 50.432907 | 0.0 | -456.501648 | -0.020212 | Long | Closed |
| 16 | 16 | (entries/exits, SW) | 499.305912 | 2024-12-18 | 50.452646 | 0.0 | 2025-01-14 | 51.597747 | 0.0 | -571.755612 | -0.022697 | Short | Closed |
| 17 | 17 | (entries/exits, SW) | 420.691509 | 2025-01-14 | 51.529212 | 0.0 | 2025-02-12 | 49.647611 | 0.0 | -791.573365 | -0.036515 | Long | Closed |
| 18 | 18 | (entries/exits, SW) | 686.377372 | 2025-02-12 | 48.400763 | 0.0 | 2025-03-17 | 45.629170 | 0.0 | 1902.359229 | 0.057263 | Short | Closed |
| 19 | 19 | (entries/exits, SW) | 512.053275 | 2025-03-17 | 44.369535 | 0.0 | 2025-04-03 | 41.973414 | 0.0 | -1226.941772 | -0.054004 | Long | Closed |
| 20 | 20 | (entries/exits, SW) | 689.825236 | 2025-04-03 | 41.178778 | 0.0 | 2025-04-17 | 40.771805 | 0.0 | 280.740228 | 0.009883 | Short | Open |
| 21 | 21 | (entries/exits stock two, WAB) | 16.299771 | 2023-05-23 | 95.275660 | 0.0 | 2023-06-07 | 98.658841 | 0.0 | 55.145078 | 0.035509 | Long | Closed |
| 22 | 22 | (entries/exits stock two, WAB) | 17.381257 | 2023-06-07 | 100.196448 | 0.0 | 2023-07-26 | 109.498593 | 0.0 | -161.682959 | -0.092839 | Short | Closed |
| 23 | 23 | (entries/exits stock two, WAB) | 13.180120 | 2023-07-26 | 111.716331 | 0.0 | 2023-07-27 | 116.045044 | 0.0 | 57.052952 | 0.038747 | Long | Closed |
| 24 | 24 | (entries/exits stock two, WAB) | 13.835355 | 2023-07-27 | 115.967851 | 0.0 | 2023-08-15 | 111.551308 | 0.0 | 61.104449 | 0.038084 | Short | Closed |
| 25 | 25 | (entries/exits stock two, WAB) | 19.093431 | 2023-08-15 | 110.100725 | 0.0 | 2023-09-25 | 106.867540 | 0.0 | -61.732590 | -0.029366 | Long | Closed |
| 26 | 26 | (entries/exits stock two, WAB) | 18.432760 | 2023-09-25 | 106.156792 | 0.0 | 2023-10-05 | 101.194475 | 0.0 | 91.469191 | 0.046745 | Short | Closed |
| 27 | 27 | (entries/exits stock two, WAB) | 20.226959 | 2023-10-05 | 100.935186 | 0.0 | 2023-10-30 | 104.340285 | 0.0 | 68.874797 | 0.033735 | Long | Closed |
| 28 | 28 | (entries/exits stock two, WAB) | 31.794757 | 2023-10-30 | 114.083836 | 0.0 | 2024-04-01 | 136.134185 | 0.0 | -701.085466 | -0.193282 | Short | Closed |
| 29 | 29 | (entries/exits stock two, WAB) | 18.991301 | 2024-04-01 | 143.834225 | 0.0 | 2024-04-03 | 147.120651 | 0.0 | 62.413517 | 0.022849 | Long | Closed |
| 30 | 30 | (entries/exits stock two, WAB) | 25.112159 | 2024-04-03 | 149.955606 | 0.0 | 2024-06-03 | 162.595172 | 0.0 | -317.406789 | -0.084289 | Short | Closed |
| 31 | 31 | (entries/exits stock two, WAB) | 22.895784 | 2024-06-03 | 163.695717 | 0.0 | 2024-07-16 | 166.289650 | 0.0 | 59.390130 | 0.015846 | Long | Closed |
| 32 | 32 | (entries/exits stock two, WAB) | 18.391070 | 2024-07-16 | 167.592965 | 0.0 | 2024-07-24 | 156.551967 | 0.0 | 203.055762 | 0.065880 | Short | Closed |
| 33 | 33 | (entries/exits stock two, WAB) | 24.975475 | 2024-07-24 | 155.875005 | 0.0 | 2024-08-22 | 161.385645 | 0.0 | 137.630840 | 0.035353 | Long | Closed |
| 34 | 34 | (entries/exits stock two, WAB) | 26.328812 | 2024-08-22 | 166.571486 | 0.0 | 2024-10-31 | 184.859459 | 0.0 | -481.500591 | -0.109791 | Short | Closed |
| 35 | 35 | (entries/exits stock two, WAB) | 19.835727 | 2024-10-31 | 187.064151 | 0.0 | 2024-11-06 | 199.132666 | 0.0 | 239.387772 | 0.064515 | Long | Closed |
| 36 | 36 | (entries/exits stock two, WAB) | 21.739186 | 2024-11-06 | 198.900232 | 0.0 | 2024-12-18 | 191.077271 | 0.0 | 170.064797 | 0.039331 | Short | Closed |
| 37 | 37 | (entries/exits stock two, WAB) | 20.930144 | 2024-12-18 | 189.513636 | 0.0 | 2025-01-14 | 196.734814 | 0.0 | 151.140296 | 0.038104 | Long | Closed |
| 38 | 38 | (entries/exits stock two, WAB) | 19.113071 | 2025-01-14 | 197.885017 | 0.0 | 2025-02-12 | 190.389759 | 0.0 | 143.257386 | 0.037877 | Short | Closed |
| 39 | 39 | (entries/exits stock two, WAB) | 26.228408 | 2025-02-12 | 185.921563 | 0.0 | 2025-03-17 | 182.406978 | 0.0 | -92.181975 | -0.018904 | Long | Closed |
| 40 | 40 | (entries/exits stock two, WAB) | 21.496552 | 2025-03-17 | 181.555655 | 0.0 | 2025-04-03 | 173.695193 | 0.0 | 168.972828 | 0.043295 | Short | Closed |
| 41 | 41 | (entries/exits stock two, WAB) | 26.403664 | 2025-04-03 | 171.019389 | 0.0 | 2025-04-17 | 171.298715 | 0.0 | 7.375218 | 0.001633 | Long | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 24873.552428 |
| Total Return [%] | 148.735524 |
| Max Gross Exposure [%] | 152.127204 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 24.066696 |
| Max Drawdown Duration | 121 days 00:00:00 |
| Profit Factor | 3.803693 |
| Expectancy | 25.886846 |
| Sharpe Ratio | 1.866659 |
| Calmar Ratio | 4.141163 |
| Omega Ratio | 1.411763 |
| Sortino Ratio | 3.213772 |
| Skew | 0.862447 |
| Kurtosis | 5.243547 |
| Tail Ratio | 1.458226 |
| Common Sense Ratio | 2.911553 |
| Value at Risk | -0.028498 |
| Alpha | 1.161328 |
| Beta | 0.017184 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, SW) | 282.368442 | 2022-12-28 | 33.697574 | 0.0 | 2023-01-31 | 36.814803 | 0.0 | -880.207133 | -0.092506 | Short | Closed |
| 1 | 1 | (entries/exits, SW) | 212.710934 | 2023-01-31 | 36.689051 | 0.0 | 2023-02-09 | 39.432299 | 0.0 | 583.518914 | 0.074770 | Long | Closed |
| 2 | 2 | (entries/exits, SW) | 209.169160 | 2023-02-09 | 39.409576 | 0.0 | 2023-02-13 | 36.145561 | 0.0 | 682.731317 | 0.082823 | Short | Closed |
| 3 | 3 | (entries/exits, SW) | 251.569040 | 2023-02-13 | 36.090459 | 0.0 | 2023-03-10 | 34.125247 | 0.0 | -494.386564 | -0.054452 | Long | Closed |
| 4 | 4 | (entries/exits, SW) | 423.065293 | 2023-03-10 | 33.244973 | 0.0 | 2023-06-07 | 34.245807 | 0.0 | -423.417975 | -0.030105 | Short | Closed |
| 5 | 5 | (entries/exits, SW) | 242.269449 | 2023-06-07 | 34.830359 | 0.0 | 2023-07-26 | 36.382267 | 0.0 | 375.979991 | 0.044556 | Long | Closed |
| 6 | 6 | (entries/exits, SW) | 226.580152 | 2023-07-26 | 36.588448 | 0.0 | 2023-07-27 | 36.588448 | 0.0 | 0.000000 | 0.000000 | Short | Closed |
| 7 | 7 | (entries/exits, SW) | 229.769987 | 2023-07-27 | 36.597563 | 0.0 | 2023-08-15 | 37.383365 | 0.0 | 180.553723 | 0.021471 | Long | Closed |
| 8 | 8 | (entries/exits, SW) | 382.046018 | 2023-08-15 | 35.935949 | 0.0 | 2023-09-25 | 31.064403 | 0.0 | 1861.154735 | 0.135562 | Short | Closed |
| 9 | 9 | (entries/exits, SW) | 344.117481 | 2023-09-25 | 29.573567 | 0.0 | 2023-10-05 | 30.201213 | 0.0 | 215.984148 | 0.021223 | Long | Closed |
| 10 | 10 | (entries/exits, SW) | 405.049267 | 2023-10-05 | 30.042477 | 0.0 | 2023-10-30 | 29.123597 | 0.0 | 372.191619 | 0.030586 | Short | Closed |
| 11 | 11 | (entries/exits, SW) | 400.783715 | 2023-10-30 | 29.498503 | 0.0 | 2024-04-01 | 43.301679 | 0.0 | 5532.088298 | 0.467928 | Long | Closed |
| 12 | 12 | (entries/exits, SW) | 354.775946 | 2024-04-01 | 44.661213 | 0.0 | 2024-04-03 | 42.974953 | 0.0 | 598.244577 | 0.037757 | Short | Closed |
| 13 | 13 | (entries/exits, SW) | 371.101622 | 2024-04-03 | 42.960255 | 0.0 | 2024-06-03 | 47.753329 | 0.0 | 1778.717614 | 0.111570 | Long | Closed |
| 14 | 14 | (entries/exits, SW) | 493.114036 | 2024-06-03 | 46.852747 | 0.0 | 2024-07-16 | 46.799490 | 0.0 | 26.262050 | 0.001137 | Short | Closed |
| 15 | 15 | (entries/exits, SW) | 354.835215 | 2024-07-16 | 47.272353 | 0.0 | 2024-07-24 | 46.913005 | 0.0 | -127.509194 | -0.007602 | Long | Closed |
| 16 | 16 | (entries/exits, SW) | 571.515599 | 2024-07-24 | 44.716942 | 0.0 | 2024-08-22 | 42.014106 | 0.0 | 1544.713120 | 0.060443 | Short | Closed |
| 17 | 17 | (entries/exits, SW) | 452.832345 | 2024-08-22 | 42.472435 | 0.0 | 2024-10-31 | 49.409397 | 0.0 | 3141.280697 | 0.163329 | Long | Closed |
| 18 | 18 | (entries/exits, SW) | 407.667742 | 2024-10-31 | 49.821140 | 0.0 | 2024-11-06 | 51.462942 | 0.0 | -669.309631 | -0.032954 | Short | Closed |
| 19 | 19 | (entries/exits, SW) | 392.230496 | 2024-11-06 | 51.449884 | 0.0 | 2024-11-20 | 54.178810 | 0.0 | 1070.367899 | 0.053040 | Long | Open |
| 20 | 20 | (entries/exits stock two, WAB) | 17.887951 | 2022-12-28 | 98.054140 | 0.0 | 2023-01-31 | 101.902298 | 0.0 | 68.835666 | 0.039245 | Long | Closed |
| 21 | 21 | (entries/exits stock two, WAB) | 15.870187 | 2023-01-31 | 102.373287 | 0.0 | 2023-02-09 | 101.207074 | 0.0 | 18.508021 | 0.011392 | Short | Closed |
| 22 | 22 | (entries/exits stock two, WAB) | 15.391718 | 2023-02-09 | 101.088776 | 0.0 | 2023-02-13 | 102.404939 | 0.0 | 20.258020 | 0.013020 | Long | Closed |
| 23 | 23 | (entries/exits stock two, WAB) | 17.641049 | 2023-02-13 | 102.425835 | 0.0 | 2023-03-10 | 99.108864 | 0.0 | 58.514850 | 0.032384 | Short | Closed |
| 24 | 24 | (entries/exits stock two, WAB) | 24.840826 | 2023-03-10 | 97.419464 | 0.0 | 2023-06-07 | 98.182555 | 0.0 | 18.955819 | 0.007833 | Long | Closed |
| 25 | 25 | (entries/exits stock two, WAB) | 18.495287 | 2023-06-07 | 100.173510 | 0.0 | 2023-07-26 | 109.508875 | 0.0 | -172.660247 | -0.093192 | Short | Closed |
| 26 | 26 | (entries/exits stock two, WAB) | 14.021358 | 2023-07-26 | 111.716331 | 0.0 | 2023-07-27 | 116.045044 | 0.0 | 60.694426 | 0.038747 | Long | Closed |
| 27 | 27 | (entries/exits stock two, WAB) | 14.736102 | 2023-07-27 | 115.965800 | 0.0 | 2023-08-15 | 111.553529 | 0.0 | 65.019677 | 0.038048 | Short | Closed |
| 28 | 28 | (entries/exits stock two, WAB) | 20.209139 | 2023-08-15 | 110.121067 | 0.0 | 2023-09-25 | 106.859355 | 0.0 | -65.916382 | -0.029619 | Long | Closed |
| 29 | 29 | (entries/exits stock two, WAB) | 19.537244 | 2023-09-25 | 106.157769 | 0.0 | 2023-10-05 | 101.193472 | 0.0 | 96.988680 | 0.046763 | Short | Closed |
| 30 | 30 | (entries/exits stock two, WAB) | 21.420579 | 2023-10-05 | 100.937367 | 0.0 | 2023-10-30 | 104.342552 | 0.0 | 72.941029 | 0.033736 | Long | Closed |
| 31 | 31 | (entries/exits stock two, WAB) | 33.425801 | 2023-10-30 | 113.962253 | 0.0 | 2024-04-01 | 136.096812 | 0.0 | -739.865360 | -0.194227 | Short | Closed |
| 32 | 32 | (entries/exits stock two, WAB) | 19.885684 | 2024-04-01 | 143.833644 | 0.0 | 2024-04-03 | 147.120651 | 0.0 | 65.364395 | 0.022853 | Long | Closed |
| 33 | 33 | (entries/exits stock two, WAB) | 26.241434 | 2024-04-03 | 149.929059 | 0.0 | 2024-06-03 | 162.608947 | 0.0 | -332.738449 | -0.084573 | Short | Closed |
| 34 | 34 | (entries/exits stock two, WAB) | 23.780067 | 2024-06-03 | 163.713412 | 0.0 | 2024-07-16 | 166.313340 | 0.0 | 61.826469 | 0.015881 | Long | Closed |
| 35 | 35 | (entries/exits stock two, WAB) | 19.193944 | 2024-07-16 | 167.592433 | 0.0 | 2024-07-24 | 156.552298 | 0.0 | 211.903745 | 0.065875 | Short | Closed |
| 36 | 36 | (entries/exits stock two, WAB) | 25.970957 | 2024-07-24 | 155.883536 | 0.0 | 2024-08-22 | 161.405227 | 0.0 | 143.403617 | 0.035422 | Long | Closed |
| 37 | 37 | (entries/exits stock two, WAB) | 27.373367 | 2024-08-22 | 166.492083 | 0.0 | 2024-10-31 | 184.836147 | 0.0 | -502.138801 | -0.110180 | Short | Closed |
| 38 | 38 | (entries/exits stock two, WAB) | 20.607091 | 2024-10-31 | 187.064286 | 0.0 | 2024-11-06 | 199.138711 | 0.0 | 248.818773 | 0.064547 | Long | Closed |
| 39 | 39 | (entries/exits stock two, WAB) | 21.473210 | 2024-11-06 | 198.863569 | 0.0 | 2024-11-20 | 193.932761 | 0.0 | 105.880273 | 0.024795 | Short | Open |
| group | |
|---|---|
| Start | 2022-08-02 00:00:00 |
| End | 2024-07-01 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 29452.417158 |
| Total Return [%] | 194.524172 |
| Max Gross Exposure [%] | 156.180176 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 24.444462 |
| Max Drawdown Duration | 121 days 00:00:00 |
| Profit Factor | 3.707414 |
| Expectancy | 34.097954 |
| Sharpe Ratio | 1.949067 |
| Calmar Ratio | 5.194593 |
| Omega Ratio | 1.453789 |
| Sortino Ratio | 3.383913 |
| Skew | 0.893448 |
| Kurtosis | 4.646459 |
| Tail Ratio | 1.376487 |
| Common Sense Ratio | 3.124337 |
| Value at Risk | -0.036216 |
| Alpha | 1.453686 |
| Beta | 0.135289 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, SW) | 289.693313 | 2022-08-05 | 31.315893 | 0.0 | 2022-09-02 | 27.868961 | 0.0 | -998.553136 | -0.110070 | Long | Closed |
| 1 | 1 | (entries/exits, SW) | 292.883329 | 2022-09-02 | 27.713895 | 0.0 | 2022-09-12 | 29.630243 | 0.0 | -561.266212 | -0.069148 | Short | Closed |
| 2 | 2 | (entries/exits, SW) | 251.495885 | 2022-09-12 | 29.725584 | 0.0 | 2022-09-14 | 30.645388 | 0.0 | 231.326825 | 0.030943 | Long | Closed |
| 3 | 3 | (entries/exits, SW) | 429.279831 | 2022-09-14 | 28.807599 | 0.0 | 2022-10-07 | 24.555847 | 0.0 | 1825.191597 | 0.147591 | Short | Closed |
| 4 | 4 | (entries/exits, SW) | 417.759854 | 2022-10-07 | 23.751151 | 0.0 | 2022-12-16 | 32.595913 | 0.0 | 3694.986431 | 0.372393 | Long | Closed |
| 5 | 5 | (entries/exits, SW) | 442.356282 | 2022-12-16 | 33.232196 | 0.0 | 2023-01-31 | 36.464456 | 0.0 | -1429.810437 | -0.097263 | Short | Closed |
| 6 | 6 | (entries/exits, SW) | 302.325903 | 2023-01-31 | 36.686719 | 0.0 | 2023-02-09 | 39.430133 | 0.0 | 829.405238 | 0.074779 | Long | Closed |
| 7 | 7 | (entries/exits, SW) | 297.772403 | 2023-02-09 | 39.409576 | 0.0 | 2023-02-13 | 36.145561 | 0.0 | 971.933649 | 0.082823 | Short | Closed |
| 8 | 8 | (entries/exits, SW) | 357.509438 | 2023-02-13 | 36.095623 | 0.0 | 2023-03-10 | 34.123504 | 0.0 | -705.051221 | -0.054636 | Long | Closed |
| 9 | 9 | (entries/exits, SW) | 602.917637 | 2023-03-10 | 33.239472 | 0.0 | 2023-06-07 | 34.242028 | 0.0 | -604.458691 | -0.030162 | Short | Closed |
| 10 | 10 | (entries/exits, SW) | 343.007749 | 2023-06-07 | 34.841859 | 0.0 | 2023-07-26 | 36.401491 | 0.0 | 534.965871 | 0.044763 | Long | Closed |
| 11 | 11 | (entries/exits, SW) | 322.856013 | 2023-07-26 | 36.588448 | 0.0 | 2023-07-27 | 36.588448 | 0.0 | 0.000000 | 0.000000 | Short | Closed |
| 12 | 12 | (entries/exits, SW) | 326.963458 | 2023-07-27 | 36.596695 | 0.0 | 2023-08-15 | 37.383278 | 0.0 | 257.183866 | 0.021493 | Long | Closed |
| 13 | 13 | (entries/exits, SW) | 545.907018 | 2023-08-15 | 35.926596 | 0.0 | 2023-09-25 | 31.067729 | 0.0 | 2652.489720 | 0.135244 | Short | Closed |
| 14 | 14 | (entries/exits, SW) | 491.093323 | 2023-09-25 | 29.573394 | 0.0 | 2023-10-05 | 30.201014 | 0.0 | 308.220305 | 0.021222 | Long | Closed |
| 15 | 15 | (entries/exits, SW) | 578.552518 | 2023-10-05 | 30.042210 | 0.0 | 2023-10-30 | 29.123465 | 0.0 | 531.542289 | 0.030582 | Short | Closed |
| 16 | 16 | (entries/exits, SW) | 568.199236 | 2023-10-30 | 29.457260 | 0.0 | 2024-04-01 | 43.429609 | 0.0 | 7939.077689 | 0.474326 | Long | Closed |
| 17 | 17 | (entries/exits, SW) | 512.566351 | 2024-04-01 | 44.660386 | 0.0 | 2024-04-03 | 42.974953 | 0.0 | 863.896181 | 0.037739 | Short | Closed |
| 18 | 18 | (entries/exits, SW) | 533.898664 | 2024-04-03 | 42.961711 | 0.0 | 2024-06-03 | 47.781058 | 0.0 | 2573.042594 | 0.112178 | Long | Closed |
| 19 | 19 | (entries/exits, SW) | 655.016667 | 2024-06-03 | 47.159500 | 0.0 | 2024-07-01 | 44.431238 | 0.0 | 1787.057279 | 0.057852 | Short | Open |
| 20 | 20 | (entries/exits stock two, WAB) | 19.118157 | 2022-08-05 | 92.944554 | 0.0 | 2022-09-02 | 86.111441 | 0.0 | 130.636537 | 0.073518 | Short | Closed |
| 21 | 21 | (entries/exits stock two, WAB) | 15.439673 | 2022-09-02 | 84.952080 | 0.0 | 2022-09-12 | 92.014239 | 0.0 | 109.037430 | 0.083131 | Long | Closed |
| 22 | 22 | (entries/exits stock two, WAB) | 14.161052 | 2022-09-12 | 92.061266 | 0.0 | 2022-09-14 | 87.784149 | 0.0 | 60.568468 | 0.046459 | Short | Closed |
| 23 | 23 | (entries/exits stock two, WAB) | 20.411018 | 2022-09-14 | 86.493261 | 0.0 | 2022-10-07 | 84.705000 | 0.0 | -36.500232 | -0.020675 | Long | Closed |
| 24 | 24 | (entries/exits stock two, WAB) | 32.453367 | 2022-10-07 | 87.907258 | 0.0 | 2022-12-16 | 96.497766 | 0.0 | -278.790885 | -0.097722 | Short | Closed |
| 25 | 25 | (entries/exits stock two, WAB) | 23.870226 | 2022-12-16 | 97.974475 | 0.0 | 2023-01-31 | 101.777306 | 0.0 | 90.774418 | 0.038814 | Long | Closed |
| 26 | 26 | (entries/exits stock two, WAB) | 20.067108 | 2023-01-31 | 102.375729 | 0.0 | 2023-02-09 | 101.208124 | 0.0 | 23.430475 | 0.011405 | Short | Closed |
| 27 | 27 | (entries/exits stock two, WAB) | 19.451657 | 2023-02-09 | 101.088776 | 0.0 | 2023-02-13 | 102.404874 | 0.0 | 25.600292 | 0.013019 | Long | Closed |
| 28 | 28 | (entries/exits stock two, WAB) | 22.301873 | 2023-02-13 | 102.426963 | 0.0 | 2023-03-10 | 99.108736 | 0.0 | 74.002694 | 0.032396 | Short | Closed |
| 29 | 29 | (entries/exits stock two, WAB) | 31.580962 | 2023-03-10 | 97.404765 | 0.0 | 2023-06-07 | 98.172640 | 0.0 | 24.250221 | 0.007883 | Long | Closed |
| 30 | 30 | (entries/exits stock two, WAB) | 23.387950 | 2023-06-07 | 100.193533 | 0.0 | 2023-07-26 | 109.499901 | 0.0 | -217.656879 | -0.092884 | Short | Closed |
| 31 | 31 | (entries/exits stock two, WAB) | 17.734400 | 2023-07-26 | 111.716331 | 0.0 | 2023-07-27 | 116.045044 | 0.0 | 76.767119 | 0.038747 | Long | Closed |
| 32 | 32 | (entries/exits stock two, WAB) | 18.618896 | 2023-07-27 | 115.967590 | 0.0 | 2023-08-15 | 111.551591 | 0.0 | 82.221024 | 0.038080 | Short | Closed |
| 33 | 33 | (entries/exits stock two, WAB) | 25.674423 | 2023-08-15 | 110.103305 | 0.0 | 2023-09-25 | 106.866502 | 0.0 | -83.103024 | -0.029398 | Long | Closed |
| 34 | 34 | (entries/exits stock two, WAB) | 24.790444 | 2023-09-25 | 106.156916 | 0.0 | 2023-10-05 | 101.194348 | 0.0 | 123.024281 | 0.046747 | Short | Closed |
| 35 | 35 | (entries/exits stock two, WAB) | 27.200523 | 2023-10-05 | 100.935463 | 0.0 | 2023-10-30 | 104.340573 | 0.0 | 92.620773 | 0.033736 | Long | Closed |
| 36 | 36 | (entries/exits stock two, WAB) | 42.716702 | 2023-10-30 | 114.068398 | 0.0 | 2024-04-01 | 136.129458 | 0.0 | -942.375736 | -0.193402 | Short | Closed |
| 37 | 37 | (entries/exits stock two, WAB) | 25.502096 | 2024-04-01 | 143.834151 | 0.0 | 2024-04-03 | 147.120651 | 0.0 | 83.812652 | 0.022849 | Long | Closed |
| 38 | 38 | (entries/exits stock two, WAB) | 33.712647 | 2024-04-03 | 149.952226 | 0.0 | 2024-06-03 | 162.596925 | 0.0 | -426.286261 | -0.084325 | Short | Closed |
| 39 | 39 | (entries/exits stock two, WAB) | 29.761877 | 2024-06-03 | 163.938892 | 0.0 | 2024-07-01 | 155.176136 | 0.0 | -260.796044 | -0.053451 | Long | Open |